Homotopy analysis method for fuzzy Black-Scholes equation

Amir FALLAHZADEH, Mohammad Ali Fariborzi raghi ARAGHI
1.773 460

Abstract


Abstract. In this work, the homotopy analysis method (HAM) is applied to solve the fuzzy Black-Scholes equation. Also, a theorem is proved to illustrate the convergence of the proposed method and two sample examples are solved by this method to verify the efficiency and importance of the method.


Keywords


Homotopy analysis method, Fuzzy Black-Scholes equation, Fuzzy numbers, convergence

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References


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